Is it ok to run docker from inside docker?

I’m running Jenkins inside a Docker container. I wonder if it’s ok for the Jenkins container to also be a Docker host? What I’m thinking about is to start a new docker container for each integration test build from inside Jenkins (to start databases, message brokers etc). The containers should thus be shutdown after the integration tests are completed. Is there a reason to avoid running docker containers from inside another docker container in this way?

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